Not sure of the answer to the question about the relays. I installed (with a tech helping out) a similar system in the wife's 400. I pulled the kick panel under the dash, and opened the wire loom coming out of the ignition switch and the multi switch. It is tight in there, but I made my splices there. No removal of any components.
You can find those wires also coming out in a loom. It means a bit of time under the dash sleuthing wires. No steering wheel removal either. All parallel splices. Helps to have the MB color codes.
This was a while back, and since then, having had to disconnect the battery at some point, I lost some of the function. To regain it I have to go back under there and reset the brains, which I have been lazy about. The lock and remote start work, just the signal light function and horn chirp are out. All told it was worth it, the wife likes it.
Good luck.